-23.4%
TTD vs ALC
+32.2%
-55.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +0.3% | +15.2% | +15.3% |
| 7D | +19.0% | +2.1% | +16.9% | +17.2% |
| 30D | +23.6% | +17.2% | +6.4% | +11.3% |
| 3M | +8.2% | +4.6% | +3.6% | +4.7% |
| 6M | -35.3% | +20.1% | -55.4% | -43.3% |
| YTD | -60.7% | -4.2% | -56.5% | -60.5% |
| 1Y | -65.3% | +2.1% | -67.4% | -66.7% |
| 3Y | -80.6% | +4.5% | -85.0% | -83.3% |
| 5Y | -84.6% | -12.3% | -72.3% | -84.7% |
| All | -23.4% | +32.2% | -55.5% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling